+96.7%
ELAN vs CRS
+612.2%
-515.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | -5.4% | -6.8% | +1.3% | -3.9% |
| 30D | +4.7% | -16.1% | +20.8% | +9.0% |
| 3M | -3.7% | -21.2% | +17.5% | +1.2% |
| 6M | -1.2% | +8.7% | -9.9% | -4.0% |
| YTD | +2.4% | +41.0% | -38.6% | -6.1% |
| 1Y | +23.4% | +82.7% | -59.3% | +5.7% |
| 3Y | +96.7% | +604.8% | -508.1% | +32.9% |
| All | +96.7% | +612.2% | -515.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling